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Re: st: intreg with control for sample selection and endogeneity bias


From   "Justina Fischer" <JAVFischer@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: intreg with control for sample selection and endogeneity bias
Date   Mon, 29 Oct 2012 22:23:23 +0100

Hi Francesco,


if distances across income groups are more or less equidistat you could also use OLS and its 'derivatives'.

You can also easily assume it to be categorical (each income group being one category).

In case the incoem groups reflect portions of the income distriution, you could also emply quantile regression techniques.

In your case, I would argue in favor of OLS and proceed. As discussed on thsi list before, the bias should be small.


Hope this helps,

Justina

-------- Original-Nachricht --------
> Datum: Mon, 29 Oct 2012 22:02:40 +0100
> Von: "Francesco Pastore" <francesco.pastore@unina2.it>
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: intreg with control for sample selection and endogeneity bias

> Hi, All,
> I would like to ask to the statalist the following question:
> 
> I am estimating a wage equation to see the impact of overeducation on
> earnings of a sample of graduates observed 5 years after getting their
> degree. The dependent variable is defined as an interval data: people are
> asked to say to which class of earnings does their income belong to,
> rather
> than a precise value. In this case, I should use the intreg command. One
> problem is that these types of cross-section estimates are plagued by
> sample
> selection and endogeneity bias. Does anybody know how to deal with it in
> the
> contest of interval regressions? Is there any routine available in Stata?
> 
> Best regards
> Francesco 
> 
> 
> 
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